A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes
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Publication:5562426
DOI10.1007/BF00534844zbMath0174.22101MaRDI QIDQ5562426
No author found.
Publication date: 1969
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (3)
On factoring positive operators ⋮ Discrete-time feedback systems: An operator theoretic approach ⋮ ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
Cites Work
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- Prediction theory and Fourier series in several variables
- The factorization of operator valued functions
- On factoring matrix valued functions
- Extraction and Detection Problems and Reproducing Kernel Hilbert Spaces
- Inference in stochastic processes-III
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